ldhmm.conditional_prob: Computing the conditional probabilities
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
Description
Usage
Arguments
Value
Author(s)
View source: R/ldhmm-conditional_prob.R
Description
This utility computes the conditional probabilities that observation at time t
equals xc, given all observations other than that at time t being the same.
Usage
1
ldhmm.conditional_prob(object, x, xc)
Arguments
object
an ldhmm object
x
numeric, the observations.
xc
numeric, the conditional observations.
Value
matrix of probabilities, size of xc times size of x.
Author(s)
Stephen H. Lihn
ldhmm documentation built on Jan. 11, 2020, 9:16 a.m.
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Description Usage Arguments Value Author(s)
View source: R/ldhmm-conditional_prob.R
Description
This utility computes the conditional probabilities that observation at time t equals xc, given all observations other than that at time t being the same.
Usage
1 | ldhmm.conditional_prob(object, x, xc)
|
Arguments
object |
an ldhmm object |
x |
numeric, the observations. |
xc |
numeric, the conditional observations. |
Value
matrix of probabilities, size of xc times size of x.
Author(s)
Stephen H. Lihn
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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